-16.2%
CDNS vs TSEM
+259.4%
-275.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.8% | -11.8% | -4.8% |
| 7D | -14.0% | +6.9% | -20.9% | -14.6% |
| 30D | -13.2% | +5.3% | -18.5% | -13.8% |
| 3M | -28.9% | -14.9% | -14.0% | -28.4% |
| 6M | -4.2% | +80.0% | -84.2% | -11.1% |
| YTD | -6.4% | +89.4% | -95.7% | -14.2% |
| 1Y | -16.2% | +253.1% | -269.3% | -21.8% |
| All | -16.2% | +259.4% | -275.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling